I'm in Denmark, in a midsize town, but I also lived in a larger city, neither places are having a package dropped on your door step an issue. I do that all the time, if I don't feel like stopping by the package pick up place on my way home. There are absolutely neighbourhoods where I would never pick that options, like certain apartment blocks. Pretty much anywhere with single family houses is fine (in my area). The majority of apartment complexes is also perfect safe, though my sister-in-law did get 25kg of dog food delivered to the apartment below her by mistake and never got the bag back.

Here in Belgium, by default they will bring it to the post office, but I've checked the option to leave it on the porch. There's a camera. Been just fine for years, in a suburb area.